| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
3
3
4
2
4
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
C
(Hold)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 15.04 |
| Mean | 0.76 |
| Sharpe Ratio | 0.6 |
| Bear Market Decile Rank | 50 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI Japan NR USD |
|
|---|---|---|
| R-Squared | 51.19 | 91.33 |
| Beta | 0.59 | 0.95 |
| Alpha | 1.88 | 1.34 |
